一类具有局部弱稳定退化解的奇摄动Robin问题

研究一类一般的二阶非线性方程的奇摄动Robin问题的边界层现象.在退化解是局部弱稳定的主要假设下,利用界定函数法和微分不等式理论证明了呈边界层性态的解的存在性,并给出解的渐近估计.     

Dark solitonic excitations and collisions from a fourth-order dispersive nonlinear Schrödinger model for the alpha helical protein

Recent protein observations motivate the dark-soliton study to explain the energy transfer in the proteins. In this paper we will investigate a fourth-order dispersive nonlinear Schrödinger equation, which governs the Davydov solitons in the alpha helical protein with higher-order effects. Painlevé analysis is performed to prove the equation is integrable. Through the introduction of an auxiliary function, bilinear forms and dark N-soliton solutions are constructed with the Hirota method and symbolic computation. Asymptotic analysis on the two-soliton solutions indicates that the soliton collisions are elastic. Decrease of the coefficient of higher-order effects can increase the soliton velocities. Graphical analysis on the two-soliton solutions indicates that the head-on collision between the two solitons, overtaking collision between the two solitons and collision between a moving soliton and a stationary one are all elastic. Collisions among the three solitons are all pairwise elastic.     

Convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems

The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives of the multiplier mapping and the solution mapping of the proposed algorithm are discussed via the technique of the singular value decomposition of matrix. Based on the estimates, the local convergence results and the rate of convergence of the algorithm are presented when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions. Furthermore, the condition number of the Hessian of the nonlinear Lagrange function with respect to the decision variables is analyzed, which is closely related to efficiency of the algorithm. Finally, the preliminary numericM results for several typical test problems are reported.     

非对称需求扰动信息下的供应链显示机制设计

研究由一个供应商和一个零售商组成的供应链在非对称的需求扰动信息下的显示机制设计问题。假定市场需求为指数函数形式和常数柔性需求函数形式,给出了非对称的需求扰动信息下的供应链最优契约,并且分析了非对称扰动信息对于供应链性能的影响。研究表明,当市场需求为指数函数形式和常数柔性函数形式时,仍然可以设计有效的契约菜单来改善供应链的运作性能;当需求扰动满足一定条件时,初始的生产计划仍然是最优的;非对称需求扰动信息并不必然会给供应链带来利润损失,并且显式地给出了非对称的需求扰动信息不会给供应链带来利润损失的条件。     

A super hierarchy of coupled derivative nonlinear Schrödinger equations and conservation laws

By solving the zero-curvature equation associated with a 3 × 3 matrix spectral problem, a super hierarchy of coupled derivative nonlinear Schrödinger equations is proposed. The corresponding super bi-Hamiltonian structures are established by means of the super trace identity. Then, we derive infinite conservation laws of the super coupled derivative nonlinear Schrödinger equation with the aid of spectral parameter expansions.     

Psi‐series method for equality of random trees and quadratic convolution recurrences

An unusual and surprising expansion of the form as , is derived for the probability p_n that two randomly chosen binary search trees are identical (in shape, hence in labels of all corresponding nodes). A quantity arising in the analysis of phylogenetic trees is also proved to have a similar asymptotic expansion. Our method of proof is new in the literature of discrete probability and the analysis of algorithms, and it is based on the logarithmic psi‐series expansions for nonlinear differential equations. Such an approach is very general and applicable to many other problems involving nonlinear differential equations; many examples are discussed in this article and several attractive phenomena are discovered.Copyright © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 44, 67–108, 2014     

Leader‐following consensus problem of heterogeneous multi‐agent systems with nonlinear dynamics using fuzzy disturbance observer

This article considers the leader‐following consensus problem of heterogeneous multi‐agent systems. The proposed multi‐agent system is consisted of heterogeneous agents where each agents have their own nonlinear dynamic behavior. To overcome difficulty from heterogeneous nonlinear intrinsic dynamics of agents, a fuzzy disturbance observer is adopted. In addition, based on the Lyapunov stability theory, an adaptive control method is used to compensate the observation error caused by the difference between the unknown factor and estimated values. Two numerical examples are given to illustrate the effectiveness of the proposed method. © 2013 Wiley Periodicals, Inc. Complexity 19: 20–31, 2014     

Chaotic fractional‐order model for muscular blood vessel and its control via fractional control scheme

This article studies the chaotic and complex behavior in a fractional‐order biomathematical model of a muscular blood vessel (MBV). It is shown that the fractional‐order MBV (FOMBV) model exhibits very complex and rich dynamics such as chaos. We show that the corresponding maximal Lyapunov exponent of the FOMBV system is positive which implies the existence of chaos. Strange attractors of the FOMBV model are depicted to validate the chaotic behavior of the system. We change the fractional order of the model and investigate the dynamics of the system. To suppress the chaotic behavior of the model, we propose a single input fractional finite‐time controller and prove its stability using the fractional Lyapunov theory. In addition, the effects of the model uncertainties and external disturbances are taken into account and a robust fractional finite‐time controller is constructed. The upper bound of the chaos suppression time is also given. Some computer simulations are presented to illustrate the findings of this article. © 2014 Wiley Periodicals, Inc. Complexity 20: 37–46, 2014     

Efficient statistical inference for partially nonlinear errors-in-variables models

In this paper, we consider the partially nonlinear errors-in-variables models when the non- parametric component is measured with additive error. The profile nonlinear least squares estimator of unknown parameter and the estimator of nonparametric component are constructed, and their asymptotic properties are derived under general assumptions. Finite sample performances of the proposed statistical inference procedures are illustrated by Monte Carlo simulation studies.     

Robust pair‐copula based forecasts of realized volatility

A useful application for copula functions is modeling the dynamics in the conditional moments of a time series. Using copulas, one can go beyond the traditional linear ARMA (p,q) modeling, which is solely based on the behavior of the autocorrelation function, and capture the entire dependence structure linking consecutive observations. This type of serial dependence is best represented by a canonical vine decomposition, and we illustrate this idea in the context of emerging stock markets, modeling linear and nonlinear temporal dependences of Brazilian series of realized volatilities. However, the analysis of intraday data collected from e‐markets poses some specific challenges. The large amount of real‐time information calls for heavy data manipulation, which may result in gross errors. Atypical points in high‐frequency intraday transaction prices may contaminate the series of daily realized volatilities, thus affecting classical statistical inference and leading to poor predictions. Therefore, in this paper, we propose to robustly estimate pair‐copula models using the weighted minimum distance and the weighted maximum likelihood estimates (WMLE). The excellent performance of these robust estimates for pair‐copula models are assessed through a comprehensive set of simulations, from which the WMLE emerged as the best option for members of the elliptical copula family. We evaluate and compare alternative volatility forecasts and show that the robustly estimated canonical vine‐based forecasts outperform the competitors. Copyright © 2013 John Wiley & Sons, Ltd.